scientific article; zbMATH DE number 2185768
From MaRDI portal
Publication:3024969
zbMATH Open1165.91391MaRDI QIDQ3024969FDOQ3024969
Authors: A. Urbánová Csajková, Daniel Ševčovič 
Publication date: 4 July 2005
Title of this publication is not available (Why is that?)
Recommendations
- Calibration of stochastic models for interest rate derivatives
- On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model
- Calibration of the Extended CIR Model
- Consistent fitting of one-factor models to interest rate data.
- An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions
Cited In (11)
- A relaxed cutting plane algorithm for solving the Vasicek-type interest rate model
- Calibration of stochastic models for interest rate derivatives
- Efficient calibration of trinomial trees for one-factor short rate models
- An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions
- Parameter estimation and model comparison for interest rate models based on coupon market-data
- On a two-phase minmax method for parameter estimation of the Cox, Ingersoll, and Ross interest rate model
- Calibration of the Extended CIR Model
- Machine learning Vasicek model calibration with Gaussian processes
- Robust term structure estimation in developed and emerging markets
- Interest rate model calibration using semidefinite Programming
- Consistent fitting of one-factor models to interest rate data.
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3024969)
